Corrected entry: The Josey says to Laura, "I'm from Missouri - you'll have to show me." The "show me" line was first publicized in a speech by the Governor of Missouri in 1899, several years after the movie was set.
Corrected entry: When the two bushwhackers, Abe and Lige, get the drop on Josey and Jamie they call back for a third bushwhacker named Benny. No other sign of Josey and Jamie dealing with Benny.
Correction: As you said, they're bushwhackers. Most likely Benny, if he existed, ran when things went south.
Correction: In one version Josey chases Benny and kills him.
Corrected entry: Josey Wales opens up on the Red Legs with the gatling gun. In one shot in particular, about six cavalry mounted soldiers ride right in front of Wales. Josey easily shoots the soldiers but somehow misses all the horses they were mounted on.
Correction: He is aiming above the horses and hits the men in the chest/head.
Correction: That doesn't mean the saying was not in common usage well before the governor said it in a speech, not a mistake.